Effectiveness of using interest rate futures contracts in hedging 90-day treasury bill and bank bill.
Lee, Boon Ai.
Tan, Hwee Chin.
Yoh, Li Eng.
Date of Issue2002
College of Business (Nanyang Business School)
This project investigates the effectiveness of using interest rate futures contracts in hedging short-term securities, namely 90-day treasury bill and 90-day bank bill.
Final Year Project (FYP)
Nanyang Technological University